api: send hyphenated session and thread headers

[jif-oai]

Why

Some consumers expect conventional hyphenated HTTP headers. Codex already sends the session and thread IDs on outbound Responses requests, but it only uses the underscore spellings today, which makes those IDs harder to consume in systems that normalize or reject underscore header names.

Full context here: https://openai.slack.com/archives/C08KCGLSPSQ/p1778248578422369

What changed

• build_session_headers now emits both session_id and session-id when a session ID is present.
• It does the same for thread_id and thread-id.
• Added regression coverage in codex-api/tests/clients.rs and core/tests/suite/client.rs so both the lower-level client tests and the end-to-end request tests assert the two header spellings are present.

Test plan

• Added header assertions in codex-api/tests/clients.rs.
• Added request-header assertions in core/tests/suite/client.rs for both the /v1/responses and /api/codex/responses request paths.